The Olympic gold medallist, who is settled with his girlfriend Susie Verrill, said that the "curse" only affects those who are unhappy in their relationships.
Speaking to Phillip Schofield and Holly Willoughby on This Morning, Greg, 29, said: "The thing with the Strictly curse is if someone's come in looking for that side of it then it's going to happen."
"I come in from a very happy relationship, with a young boy as well," said Greg Rutherford
Greg, who shares a son Milo with his girlfriend Susie, added: "The difference is from my point of view, and Natalie's point of view, I come in from a very happy relationship, with a young boy as well.
"Natalie gets married soon. It's very different, we've become much like a brother and sister in that way which has been really lovely and I've got another friend for life in Natalie."
Despite admitting that he was nervous ahead of the show's launch in September, Greg managed to top the leaderboard in the first week. But he has acknowledged that there are far better celebrity dancers than him.
"Deep down you want to win. I can't get away from that, and Natalie as well. She's never won the UK version so she's really keen to win as well," said Greg. "You look at the likes of Danny (Mac), Louise (Redknapp) and Ore (Oduba) for example, they're exceptional dancers. I'm nowhere near as good as them."
The Olympic long jumper has a two-year-old son with his girlfriend Susie
Greg's TV appearance comes shortly after his girlfriend Susie hit back at critics who claimed she dresses her two-year-old son like a girl.
Adorable Milo made a brief appearance on Strictly last week, but much to his parents' dismay, some viewers chose to comment on the little boy's appearance, rather than on the sweet family moment he shared with his dad.
Taking to her blog Susie explained that she had put Milo's hair in a top bun as she hadn't had time to trim it. "I know a top knot for a little boy is still a bit iffy and of course, well aware it makes my cherub-faced son resemble a girl. I'm not a total moron and I do have the ability to see," she wrote.
Commenting on his clothes – a red printed jumper and black and white trousers – she added: "Milo does wear blue, he just didn't happen to that day. Actually, his boots were blue, bright blue. So there… YOU'VE GOT SOME BLUE, GUYS."